+23.8%
IWM vs MKTX
-54.6%
+78.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | +2.3% | +0.9% | +1.4% | +2.1% |
| 3M | -8.3% | +2.6% | -10.9% | -8.7% |
| 6M | -1.3% | +20.4% | -21.7% | -4.7% |
| YTD | +13.5% | -7.1% | +20.6% | +14.7% |
| 1Y | +18.4% | -2.8% | +21.2% | +18.5% |
| 3Y | +69.6% | -21.7% | +91.4% | +72.5% |
| All | +23.8% | -54.6% | +78.3% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling